Forecasting open-high-low-close data contained in candlestick chart
蜡烛图开盘、最高、最低与收盘数据的预测
Forecasting the (open-high-low-close)OHLC data contained in candlestick chart is of great practical importance, as exemplified by applications in the field of finance. Typically, the existence of the inherent constraints in OHLC data poses great challenge to its prediction, e.g., forecasting models may yield unrealistic values if these constraints are ignored. To address it, a novel transformation approach is proposed to relax these constraints along with its explicit…